+305.7%
PNR vs UUUU
-92.5%
+398.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -0.9% |
| 7D | -5.5% | -5.0% | -0.5% | -5.1% |
| 30D | -15.6% | -7.8% | -7.8% | -15.2% |
| 3M | -20.2% | -0.4% | -19.8% | -20.4% |
| 6M | -36.6% | -32.9% | -3.7% | -35.4% |
| YTD | -45.0% | -6.3% | -38.7% | -45.8% |
| 1Y | -47.4% | +7.9% | -55.4% | -49.3% |
| 3Y | -13.7% | +85.2% | -98.9% | -22.3% |
| 5Y | -20.8% | +97.0% | -117.8% | -30.9% |
| 10Y | +65.2% | +492.6% | -427.4% | +24.0% |
| All | +305.7% | -92.5% | +398.2% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UUUU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling